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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+5.02%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$24.2B
AUM Growth
+$7.12B
(+42%)
Cap. Flow
+$6.03B
Cap. Flow
% of AUM
24.96%
Top 10 Holdings %
Top 10 Hldgs %
35.89%
Holding
4,559
New
1,214
Increased
1,592
Reduced
1,093
Closed
543
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$48.4M |
| 2 |
eBay
EBAY
|
+$33.9M |
| 3 |
IBM
IBM
|
+$23M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$20.9M |
| 5 |
Walmart Inc
WMT
|
+$20.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$133M |
| 2 |
Booking.com
BKNG
|
+$55M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$47.9M |
| 4 |
Citigroup
C
|
+$45.7M |
| 5 |
Wells Fargo
WFC
|
+$35.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.2% |
| 2 | Technology | 0.82% |
| 3 | Energy | 0.74% |
| 4 | Industrials | 0.62% |
| 5 | Consumer Staples | 0.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
Valero Energy
VLO
$92.6B
| $4.72M | 0.02% |
94,191
+74,142
| +370% | +$4.09M |
|
502
CALL
Eversource Energy
ES
$27.8B
| $4.72M | 0.02% |
99,800
+98,800
| +9,880% | +$4.53M |
|
|
FIO
503
CALL
DELISTED
FUSION-IO INC COM
FIO
| $4.71M | 0.02% |
416,500
+177,600
| +74% | +$1.65M |
|
|
CIT
504
CALL
DELISTED
CIT Group Inc.
CIT
| $4.67M | 0.02% |
102,100
+97,900
| +2,331% | +$4.42M |
|
|
PARA
505
PUT
DELISTED
Paramount Global Class B
PARA
| $4.67M | 0.02% |
75,100
+71,500
| +1,986% | +$4.26M |
|
506
CALL
iShares Biotechnology ETF
IBB
$9.52B
| $4.63M | 0.02% |
54,000
-25,200
| -32% | -$1.99M |
|
|
TIBX
507
CALL
DELISTED
TIBCO SOFTWARE INC
TIBX
| $4.6M | 0.02% |
228,300
+227,300
| +22,730% | +$4.53M |
|
|
JKS
508
JinkoSolar
JKS
$777M
| $4.58M | 0.02% |
+151,950
| New | +$4.15M |
|
509
PUT
Fossil Group
FOSL
$288M
| $4.58M | 0.02% |
43,800
-37,500
| -46% | -$4M |
|
510
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23B
| $4.52M | 0.02% |
204,400
+200,800
| +5,578% | +$4.27M |
|
511
Kinder Morgan
KMI
$70.5B
| $4.52M | 0.02% |
124,627
+111,847
| +875% | +$3.78M |
|
|
COV
512
PUT
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $4.51M | 0.02% |
+50,000
| New | +$3.74M |
|
513
CALL
Oracle
ORCL
$367B
| $4.5M | 0.02% |
111,000
-94,400
| -46% | -$3.88M |
|
514
PUT
Sony
SONY
$134B
| $4.5M | 0.02% |
1,342,000
-408,000
| -23% | -$1.41M |
|
|
DATA
515
PUT
DELISTED
Tableau Software, Inc.
DATA
| $4.47M | 0.02% |
+62,700
| New | +$3.93M |
|
516
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $4.46M | 0.02% |
136,200
-8,300
| -6% | -$263K |
|
|
BHI
517
CALL
DELISTED
Baker Hughes
BHI
| $4.45M | 0.02% |
59,800
-34,800
| -37% | -$2.42M |
|
|
EGN
518
CALL
DELISTED
Energen
EGN
| $4.44M | 0.02% |
50,000
-81,400
| -62% | -$6.85M |
|
519
PUT
Macy's
M
$6.56B
| $4.43M | 0.02% |
76,400
-172,800
| -69% | -$10M |
|
520
PUT
Seagate
STX
$193B
| $4.42M | 0.02% |
77,800
+700
| +0.9% | +$37.7K |
|
|
NS
521
CALL
DELISTED
NuStar Energy L.P.
NS
| $4.4M | 0.02% |
70,900
+68,500
| +2,854% | +$3.98M |
|
|
SUNE
522
DELISTED
SUNEDISON, INC COM
SUNE
| $4.4M | 0.02% |
194,497
+157,647
| +428% | +$3.06M |
|
523
PUT
Palo Alto Networks
PANW
$265B
| $4.39M | 0.02% |
313,800
+294,600
| +1,534% | +$3.44M |
|
|
RSX
524
CALL
DELISTED
VanEck Russia ETF
RSX
| $4.37M | 0.02% |
166,000
-54,300
| -25% | -$1.34M |
|
525
PUT
CVS Health
CVS
$134B
| $4.36M | 0.02% |
57,900
+50,800
| +715% | +$3.84M |
|
Similar funds
Parallax Volatility Advisers's Q2 2014 Portfolio in Review
As of Q2 2014, Parallax Volatility Advisers held 4,559 positions worth $24.2B, up 42% from $17B the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Parallax Volatility Advisers deployed $6.03B of net new capital in Q2 2014, opening 1,214 new positions and adding to 1,592 existing holdings. Its largest new stake was IBM: 127,702 shares worth $22.1M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.2% of assets, down from 1.8% a quarter earlier, followed by Technology and Energy.
On the sell side, the largest reduction was Procter & Gamble, an estimated $133M trimmed.
- Parallax Volatility Advisers's largest Q2 2014 buy was IBM: 127,702 shares worth $22.1M.
- Parallax Volatility Advisers added most to Invesco QQQ Trust in Q2 2014, an estimated $48.4M increase.
- Parallax Volatility Advisers's biggest Q2 2014 reduction was Procter & Gamble, cutting an estimated $133M.
- Parallax Volatility Advisers fully exited iShares MSCI Mexico ETF in Q2 2014, selling an estimated $12M.
- Parallax Volatility Advisers's ten largest holdings make up 36% of its $24.2B portfolio in Q2 2014.
- Parallax Volatility Advisers opened 1,214 new positions and closed 543 in Q2 2014.
- Parallax Volatility Advisers's portfolio value rose 42% quarter-over-quarter to $24.2B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2014, filed 14 Aug 2014.